PCA Index Dashboard Examples#
This script was last run at 2024-03-13 16:45:28.625302+00:00 (UTC)
In US/Central Time, this is 2024-03-13 11:45:28.625302-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897794 | -0.476537 | 0.085318 | -0.006968 | 0.546067 | 0.254942 |
| 1997-01-03 | -0.886086 | -0.476537 | -0.156442 | 0.008556 | 0.745623 | 0.205797 |
| 1997-01-06 | -0.882184 | -0.476537 | -0.065030 | -0.014730 | 0.778496 | 0.269723 |
| 1997-01-07 | -0.882184 | -0.455704 | -0.129980 | -0.045779 | 0.838116 | 0.383307 |
| 1997-01-08 | -0.893892 | -0.455704 | -0.022932 | -0.084590 | 0.786157 | 0.496500 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-06 | -0.815839 | -1.528618 | -0.713332 | 1.669670 | 1.123642 | -0.203220 |
| 2024-03-07 | -0.815839 | -1.497368 | -0.720549 | 1.809390 | 1.132966 | -0.250780 |
| 2024-03-08 | -0.819741 | -1.476535 | -0.684465 | 1.871488 | 1.023184 | -0.227792 |
| 2024-03-11 | -0.819741 | -1.497368 | -0.626731 | 1.871488 | 0.924885 | -0.175476 |
| 2024-03-12 | -0.843157 | -1.507785 | -0.792716 | 1.871488 | 1.034909 | -0.175476 |
7185 rows × 6 columns
pc1
DATE
1997-01-02 -0.579669
1997-01-03 -0.685898
1997-01-06 -0.668774
1997-01-07 -0.705174
1997-01-08 -0.674815
...
2024-03-06 -1.512248
2024-03-07 -1.532349
2024-03-08 -1.511484
2024-03-11 -1.487042
2024-03-12 -1.570994
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()